cotahist-extracts {rb3} | R Documentation |
Filtering data from COTAHIST datasets
Description
A set of functions that implement filters to obtain organized and useful data from the COTAHIST datasets.
Usage
cotahist_filter_equity(x)
cotahist_filter_etf(x)
cotahist_filter_bdr(x)
cotahist_filter_unit(x)
cotahist_filter_fii(x)
cotahist_filter_fidc(x)
cotahist_filter_fiagro(x)
cotahist_filter_index(x)
cotahist_filter_equity_options(x)
cotahist_filter_index_options(x)
cotahist_filter_fund_options(x)
Arguments
x |
A cotahist dataset |
Details
The functions bellow return data from plain instruments, stocks, funds and indexes.
-
cotahist_filter_equity()
returns data for stocks and UNITs. -
cotahist_filter_etf()
returns data for ETFs. -
cotahist_filter_bdr()
returns data for BDRs. -
cotahist_filter_unit()
returns data exclusively for UNITs. -
cotahist_filter_index()
returns data for indices. The index data returned bycotahist_filter_index()
corresponds to option expiration days, meaning there is only one index quote per month. -
cotahist_filter_fii()
,cotahist_filter_fidc()
, andcotahist_filter_fiagro()
return data for funds.
The functions bellow return data related to options, from equities, indexes and funds (ETFs).
-
cotahist_filter_equity_options()
returns data for stock options. -
cotahist_filter_index_options()
returns data for index options, currently only for IBOVESPA. -
cotahist_filter_funds_options()
returns data for fund options, currently only for ETFs.
The dataset provided must have at least the columns isin
, instrument_market
, bdi_code
and specification_code
.
A combination of these columns is used to filter the desired data.
Value
A dataframe containing the requested market data.
Examples
## Not run:
df <- cotahist_get() |> cotahist_filter_equity()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_etf()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_bdr()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_unit()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_fii()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_fidc()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_fiagro()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_index()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_equity_options()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_index_options()
## End(Not run)
## Not run:
df <- cotahist_get() |> cotahist_filter_fund_options()
## End(Not run)